Edit Profile (opens in new tab) Tang, Qihe Compute Distance To: Compute Author ID: tang.qihe Published as: Tang, Qihe; Tang, Q. H.; Tang, Qi-he; Tang, Qi He; Tang, QiHe; Tang, Q. more...less External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp Documents Indexed: 100 Publications since 1999 1 Contribution as Editor Reviewing Activity: 9 Reviews Co-Authors: 67 Co-Authors with 85 Joint Publications 2,729 Co-Co-Authors all top 5 Co-Authors 15 single-authored 10 Su, Chun 9 Kaas, Rob 9 Yuan, Zhongyi 6 Goovaerts, Marc J. 6 Ng, Kai Wang 5 Dhaene, Jan 5 Tsitsiashvili, Gurami Sh. 5 Yang, Hailiang 4 Kong, Fanchao 3 Cheng, Yebin 3 Hao, Xuemiao 3 Konstantinides, Dimitrios G. 3 Laeven, Roger J. A. 3 Li, Jinzhu 3 Liu, Haibo 3 Tong, Zhiwei 3 Vernic, Raluca 3 Yan, Jia-An 3 Yang, Fan 3 Yang, Yang 2 Cheung, Ka Chun 2 Jiang, Jun 2 Li, Han 2 Liu, Yan 2 Lo, Ambrose 2 Tang, Zhaofeng 2 Vanduffel, Steven 2 Vyncke, David 2 Wang, Dingcheng 2 Wei, Li 2 Xun, Li 1 Asimit, Alexandru V. 1 Blanchet, Jose H. 1 Cai, Jun 1 Cao, Long 1 Chen, Yiqing 1 Furman, Edward 1 Geluk, Jaap L. 1 Ha, Xuemiao 1 Hashorva, Enkelejd 1 He, Junnan 1 Hu, Zhishui 1 Ko, Bangwon 1 Kukush, Oleksandr Georgiĭovych 1 Lam, Henry 1 Li, Bin 1 Li, Junhai 1 Li, Xin 1 Liang, Hanying 1 Lin, Sheldon 1 Linders, Daniël 1 Ling, Hok Kan 1 Liu, Zaiming 1 Nam, Hee-Seok 1 Pakes, Anthony G. 1 Shi, Xiaojun 1 Wang, Guojing 1 Wang, Jinliang 1 Willmot, Gordon E. 1 Wu, Rong 1 Yam, Sheung Chi Phillip 1 Yuen, Fei Lung 1 Yuen, Kam Chuen 1 Zhang, Huan 1 Zhang, Jinsong 1 Zhou, Xiaowen 1 Zhu, Jinxia all top 5 Serials 20 Insurance Mathematics & Economics 11 Journal of Applied Probability 7 Statistics & Probability Letters 6 ASTIN Bulletin 5 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Southeast Asian Bulletin of Mathematics 4 European Journal of Operational Research 4 Extremes 3 Advances in Applied Probability 3 Science in China. Series A 3 Stochastic Models 2 Acta Mathematicae Applicatae Sinica. English Series 2 Chinese Journal of Applied Probability and Statistics 2 Bernoulli 2 Probability in the Engineering and Informational Sciences 2 Belgian Actuarial Bulletin 2 Science China. Mathematics 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series A 1 Stochastic Analysis and Applications 1 Advances in Mathematics 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of the Australian Mathematical Society 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of University of Science and Technology of China 1 European Actuarial Journal all top 5 Fields 64 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 62 Probability theory and stochastic processes (60-XX) 46 Statistics (62-XX) 1 History and biography (01-XX) 1 Difference and functional equations (39-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 88 Publications have been cited 2,339 times in 958 Documents Cited by ▼ Year ▼ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 221 2003 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 144 2006 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 98 2004 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 89 2010 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 78 2003 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 76 2004 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 73 2001 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 60 2009 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021Tang, Qihe 59 2006 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 56 2004 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 53 2006 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 53 2002 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 51 2005 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 50 2011 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090Hao, Xuemiao; Tang, Qihe 49 2008 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056Li, Junhai; Liu, Zaiming; Tang, Qihe 48 2007 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500Tang, Qihe 47 2005 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152Tang, Qihe 45 2007 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 44 2014 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544Cheng, Yebin; Tang, Qihe 39 2003 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 38 2004 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 38 2012 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 38 2006 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310Ko, Bangwon; Tang, Qihe 35 2008 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030Tang, Qihe 33 2005 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 32 2010 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 32 2008 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084Tang, Qihe; Yang, Fan 26 2012 Precise large deviations for the prospective-loss process. Zbl 1028.60024Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 26 2003 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 25 2005 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094Tang, Qihe 24 2004 On convolution equivalence with applications. Zbl 1114.60015Tang, Qihe 22 2006 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243Tang, Qihe; Wei, Li 18 2010 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 18 2003 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048Li, Jinzhu; Tang, Qihe 16 2015 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017Chen, Yiqing; Ng, Kai W.; Tang, Qihe 16 2005 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036Tang, Qihe 16 2008 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351Wang, Dingcheng; Tang, Qihe 15 2004 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038Tang, Qihe 15 2004 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 14 2014 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012Su, Chun; Tang, Qi-he 14 2003 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 14 2007 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049Ng, Kai W.; Tang, Qihe 13 2004 The overshoot of a random walk with negative drift. Zbl 1108.60042Tang, Qihe 13 2007 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180Hao, Xuemiao; Tang, Qihe 13 2012 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098Jiang, Jun; Tang, Qihe 13 2011 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217Tang, Qihe; Yang, Fan 12 2014 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501Tang, Qihe; Yan, Jia’an 12 2002 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128Tang, Qihe; Yuan, Zhongyi 12 2012 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490Tang, Qihe 11 2006 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 11 2013 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010Liu, Yan; Tang, Qihe 10 2010 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241Jiang, Jun; Tang, Qihe 9 2008 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104Hao, Xuemiao; Tang, Qihe 9 2009 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316Tang, Qihe; Yang, Yang 8 2019 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 7 2010 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370Tang, Qihe; Tang, Zhaofeng; Yang, Yang 7 2019 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 7 2013 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115Tang, Qihe 6 2003 A note on max-sum equivalence. Zbl 1211.62085Li, Jinzhu; Tang, Qihe 6 2010 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 4 2004 Risk reducers in convex order. Zbl 1371.91091He, Junnan; Tang, Qihe; Zhang, Huan 4 2016 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236Li, Han; Tang, Qihe 3 2019 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 3 2019 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 3 2017 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 3 2016 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 3 2021 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568Tang, Qihe 2 2002 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 2 2019 Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia 2 2020 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515Tang, Qihe; Su, Chun 2 2002 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 Large portfolio losses in a turbulent market. Zbl 1487.91151Tang, Qihe; Tong, Zhiwei; Yang, Yang 2 2021 Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059Su, Chun; Jiang, Tao; Tang, Qi-he 1 2002 Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe 1 2002 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029Kong, Fanchao; Tang, Qihe 1 2001 Robust actuarial risk analysis. Zbl 1411.91266Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 1 2019 Notes on Erdős’ conjecture. Zbl 0965.60037Kong, Fanchao; Tang, Qihe 1 2000 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 1 2021 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 3 2021 Large portfolio losses in a turbulent market. Zbl 1487.91151Tang, Qihe; Tong, Zhiwei; Yang, Yang 2 2021 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 1 2021 Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia 2 2020 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316Tang, Qihe; Yang, Yang 8 2019 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370Tang, Qihe; Tang, Zhaofeng; Yang, Yang 7 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236Li, Han; Tang, Qihe 3 2019 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 3 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 2 2019 Robust actuarial risk analysis. Zbl 1411.91266Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 1 2019 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 3 2017 Risk reducers in convex order. Zbl 1371.91091He, Junnan; Tang, Qihe; Zhang, Huan 4 2016 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 3 2016 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048Li, Jinzhu; Tang, Qihe 16 2015 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 44 2014 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 14 2014 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217Tang, Qihe; Yang, Fan 12 2014 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 11 2013 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 7 2013 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 38 2012 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084Tang, Qihe; Yang, Fan 26 2012 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180Hao, Xuemiao; Tang, Qihe 13 2012 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128Tang, Qihe; Yuan, Zhongyi 12 2012 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 50 2011 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098Jiang, Jun; Tang, Qihe 13 2011 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 89 2010 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 32 2010 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243Tang, Qihe; Wei, Li 18 2010 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010Liu, Yan; Tang, Qihe 10 2010 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 7 2010 A note on max-sum equivalence. Zbl 1211.62085Li, Jinzhu; Tang, Qihe 6 2010 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 60 2009 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104Hao, Xuemiao; Tang, Qihe 9 2009 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090Hao, Xuemiao; Tang, Qihe 49 2008 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310Ko, Bangwon; Tang, Qihe 35 2008 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 32 2008 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036Tang, Qihe 16 2008 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241Jiang, Jun; Tang, Qihe 9 2008 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056Li, Junhai; Liu, Zaiming; Tang, Qihe 48 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152Tang, Qihe 45 2007 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 14 2007 The overshoot of a random walk with negative drift. Zbl 1108.60042Tang, Qihe 13 2007 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 144 2006 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021Tang, Qihe 59 2006 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 53 2006 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 38 2006 On convolution equivalence with applications. Zbl 1114.60015Tang, Qihe 22 2006 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490Tang, Qihe 11 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 51 2005 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500Tang, Qihe 47 2005 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030Tang, Qihe 33 2005 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 25 2005 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017Chen, Yiqing; Ng, Kai W.; Tang, Qihe 16 2005 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 98 2004 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 76 2004 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 56 2004 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 38 2004 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094Tang, Qihe 24 2004 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351Wang, Dingcheng; Tang, Qihe 15 2004 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038Tang, Qihe 15 2004 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049Ng, Kai W.; Tang, Qihe 13 2004 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 4 2004 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 221 2003 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 78 2003 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544Cheng, Yebin; Tang, Qihe 39 2003 Precise large deviations for the prospective-loss process. Zbl 1028.60024Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 26 2003 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 18 2003 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012Su, Chun; Tang, Qi-he 14 2003 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115Tang, Qihe 6 2003 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 53 2002 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501Tang, Qihe; Yan, Jia’an 12 2002 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568Tang, Qihe 2 2002 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515Tang, Qihe; Su, Chun 2 2002 Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059Su, Chun; Jiang, Tao; Tang, Qi-he 1 2002 Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe 1 2002 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 73 2001 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029Kong, Fanchao; Tang, Qihe 1 2001 Notes on Erdős’ conjecture. Zbl 0965.60037Kong, Fanchao; Tang, Qihe 1 2000 all cited Publications top 5 cited Publications all top 5 Cited by 917 Authors 69 Tang, Qihe 59 Yang, Yang 40 Wang, Yuebao 39 Šiaulys, Jonas 31 Wang, Kaiyong 27 Leipus, Remigijus 26 Li, Jinzhu 25 Gao, Qingwu 24 Hashorva, Enkelejd 20 Chen, Yiqing 20 Cheung, Ka Chun 19 Cheng, Dongya 19 Wang, Dingcheng 19 Yuen, Kam Chuen 18 Dhaene, Jan 18 Fu, Ke’ang 15 Shen, Xinmei 14 Goovaerts, Marc J. 14 Lu, Dawei 14 Vanduffel, Steven 13 Chen, Yu 13 Cheng, Fengyang 13 Laeven, Roger J. A. 13 Liu, Xijun 13 Ng, Kai Wang 13 Wang, Shijie 12 Asimit, Alexandru V. 12 Konstantinides, Dimitrios G. 12 Wang, Ruodu 11 Song, Lixin 11 Yang, Hailiang 10 Kaas, Rob 10 Lo, Ambrose 10 Yuan, Zhongyi 10 Zhang, Zhimin 9 Boonen, Tim J. 9 Guo, Fenglong 9 Wang, Wenyuan 9 Yin, Chuancun 9 Zhang, Yi 9 Zitikis, Ričardas 8 Albrecher, Hansjörg 8 Cai, Jun 8 Hu, Yijun 8 Lefèvre, Claude 8 Li, Shuanming 8 Tan, Ken Seng 8 Wei, Li 8 Yu, Changjun 7 Ahn, Jae Youn 7 Cheung, Eric C. K. 7 Cui, Zhaolei 7 Furman, Edward 7 Mao, Tiantian 7 Peng, Jiangyan 7 Su, Chun 7 Vernic, Raluca 7 Yang, Haizhong 6 Bai, Xiaodong 6 Guillen, Montserrat 6 Landsman, Zinoviy M. 6 Lin, Jianxi 6 Linders, Daniël 6 Liu, Jiajun 6 Loisel, Stéphane 6 Peng, Liang 6 Weng, Chengguo 6 Willmot, Gordon E. 6 Xu, Hui 6 Yang, Fan 5 Geng, Bingzhen 5 Griffin, Philip S. 5 Hu, Taizhong 5 Kim, Joseph Hyun Tae 5 Landriault, David 5 Li, Bin 5 Lin, Jinguan 5 Lin, Zhengyan 5 Pakes, Anthony G. 5 Psarrakos, Georgios 5 Ragulina, Olena 5 Santolino, Miguel 5 Wang, Wensheng 5 Wu, Rong 5 Yam, Sheung Chi Phillip 5 Yang, Hu 5 Zhang, WeiPing 5 Zhang, Yiying 4 Asmussen, Søren 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Bernard, Carole L. 4 Bi, Xiuchun 4 Cang, Yuquan 4 Chen, Yang 4 Claramunt, M. Mercè 4 Feng, Runhuan 4 Geluk, Jaap L. 4 Hu, Shuhe 4 Kałuszka, Marek ...and 817 more Authors all top 5 Cited in 120 Serials 221 Insurance Mathematics & Economics 78 Statistics & Probability Letters 73 Communications in Statistics. Theory and Methods 42 Scandinavian Actuarial Journal 33 Journal of Applied Probability 28 Lithuanian Mathematical Journal 24 Journal of Mathematical Analysis and Applications 24 ASTIN Bulletin 22 Journal of Computational and Applied Mathematics 19 Advances in Applied Probability 18 Acta Mathematicae Applicatae Sinica. English Series 18 North American Actuarial Journal 15 Journal of Inequalities and Applications 15 Methodology and Computing in Applied Probability 13 Extremes 13 Journal of the Korean Statistical Society 11 Stochastic Models 10 European Journal of Operational Research 10 Applied Mathematics. Series B (English Edition) 10 Journal of Industrial and Management Optimization 9 Journal of Theoretical Probability 9 Nonlinear Analysis. Modelling and Control 9 Frontiers of Mathematics in China 9 European Actuarial Journal 9 Modern Stochastics. Theory and Applications 8 Acta Mathematica Sinica. English Series 8 Stochastics 7 Stochastic Analysis and Applications 7 Probability in the Engineering and Informational Sciences 7 Science China. Mathematics 6 Journal of Multivariate Analysis 6 Annals of Operations Research 6 Japan Journal of Industrial and Applied Mathematics 5 Applied Mathematics and Computation 5 Science in China. Series A 5 Stochastic Processes and their Applications 5 Bernoulli 5 Mathematical Problems in Engineering 5 Applied Stochastic Models in Business and Industry 5 Quantitative Finance 5 Journal of Systems Science and Complexity 4 Mathematics of Operations Research 4 Chinese Annals of Mathematics. Series B 4 The Annals of Applied Probability 4 Communications in Statistics. Simulation and Computation 4 Dependence Modeling 3 Computers & Mathematics with Applications 3 Rocky Mountain Journal of Mathematics 3 Queueing Systems 3 Filomat 3 Finance and Stochastics 3 Abstract and Applied Analysis 2 Operations Research 2 Siberian Mathematical Journal 2 Statistics 2 Probability Theory and Related Fields 2 Test 2 Journal of Difference Equations and Applications 2 International Journal of Theoretical and Applied Finance 2 Decisions in Economics and Finance 2 Journal of Mathematical Inequalities 2 Advances in Decision Sciences 2 Annals of Finance 2 Statistics & Risk Modeling 2 Communications in Mathematics and Statistics 1 Discrete Applied Mathematics 1 Journal of Mathematical Physics 1 Physica A 1 The Annals of Probability 1 Automatica 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Economic Theory 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Statistical Science 1 International Journal of Approximate Reasoning 1 Computational Mathematics and Modeling 1 Economic Quality Control 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Cybernetics and Systems Analysis 1 Journal of Computer and Systems Sciences International 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Statistica Sinica 1 Complexity 1 INFORMS Journal on Computing 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Discrete Dynamics in Nature and Society 1 Statistical Inference for Stochastic Processes 1 Lobachevskii Journal of Mathematics 1 International Game Theory Review ...and 20 more Serials all top 5 Cited in 29 Fields 668 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 584 Probability theory and stochastic processes (60-XX) 452 Statistics (62-XX) 30 Operations research, mathematical programming (90-XX) 10 Numerical analysis (65-XX) 10 Systems theory; control (93-XX) 6 Integral transforms, operational calculus (44-XX) 6 Functional analysis (46-XX) 5 Measure and integration (28-XX) 5 Integral equations (45-XX) 3 Difference and functional equations (39-XX) 3 Computer science (68-XX) 2 Mathematical logic and foundations (03-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year